PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-19 20:59:20.531952+00:00 (UTC)
In US/Central Time, this is 2024-03-19 15:59:20.531952-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897377 -0.475547 0.085744 -0.007912 0.545613 0.254698
1997-01-03 -0.885668 -0.475547 -0.156045 0.007604 0.745181 0.205543
1997-01-06 -0.881766 -0.475547 -0.064622 -0.015671 0.778057 0.269482
1997-01-07 -0.881766 -0.454721 -0.129581 -0.046703 0.837680 0.383090
1997-01-08 -0.893474 -0.454721 -0.022520 -0.085494 0.785718 0.496306
... ... ... ... ... ... ...
2024-03-12 -0.842736 -1.506446 -0.792398 1.815243 1.034485 0.037066
2024-03-13 -0.862251 -1.506446 -0.803224 1.760936 1.064957 0.154009
2024-03-14 -0.862251 -1.475206 -0.725033 1.760936 0.887894 0.499683
2024-03-15 -0.858348 -1.496032 -0.723830 1.691113 0.831911 0.578966
2024-03-18 -0.870057 -1.475206 -0.733454 1.652323 0.714628 0.682826

7189 rows × 6 columns

../../_images/921650e1e1e6bcb466ac63b6805612a7ad9d4c48cd62b7371c156db3f14574d7.png
pc1
DATE
1997-01-02   -0.578503
1997-01-03   -0.684679
1997-01-06   -0.667573
1997-01-07   -0.703957
1997-01-08   -0.673616
                ...   
2024-03-12   -1.589553
2024-03-13   -1.611565
2024-03-14   -1.594360
2024-03-15   -1.582520
2024-03-18   -1.565698
Name: PC1, Length: 7189, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/39482ca45a510bb60d421bc0e1ae75cd102b5ce53ba0ef93906fa1e25880a2e9.png
fig = px.line(pc1)
fig.show()
../../_images/4b9926a66b57675c97f7029a90c342c57c8948646f074a0dba331f8be374516c.png